Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • LITE vs GPC✓SelectedUSD · GPCLITE vs GPC performance historyLatest closeAs of+4.00%09/04
Stock and ETF performance explorer

LITE vs GPC

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+5,083.9%
GPC return
+118.5%
Excess return
+4,965.4%
Maximum drawdown
-66.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioGPCExcessAlpha
1D+4.0%+0.3%+3.7%+3.9%
7D-1.5%+0.4%-2.0%-1.7%
30D+6.7%+5.1%+1.5%+4.8%
3M-6.8%+41.5%-48.3%-19.4%
6M+29.4%+21.8%+7.6%+17.7%
YTD+139.1%+14.6%+124.5%+118.9%
1Y+521.0%+1.3%+519.7%+498.3%
3Y+1,535.3%-1.4%+1,536.7%+1,435.1%
5Y+889.8%+30.6%+859.2%+703.2%
10Y+2,400.7%+80.6%+2,320.1%+1,604.4%
All+5,083.9%+118.5%+4,965.4%+3,144.9%

Cumulative growth

Daily Returns

Daily percentage return beside GPC.

Daily Out/Under-Performance

Portfolio return minus GPC return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × GPC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.

Cumulative Out/Under-Performance

Relative wealth over all: compounded portfolio wealth divided by compounded GPC wealth, less one. Both series rebase at the selected span's start.

Cumulative Alpha

Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.

Updating return analytics…

all analysis · Full analysis span regression · 6 months rolling